+118.9%
XLK vs FE
+47.0%
+71.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -1.2% | -0.4% | -0.8% | -1.2% |
| 30D | -11.2% | +3.6% | -14.8% | -11.7% |
| 3M | -6.2% | +0.3% | -6.5% | -6.3% |
| 6M | -1.7% | +6.4% | -8.2% | -3.0% |
| YTD | +21.5% | +8.1% | +13.4% | +19.2% |
| 1Y | +19.6% | +4.6% | +15.0% | +18.1% |
| 3Y | +97.9% | +49.1% | +48.8% | +73.8% |
| 5Y | +118.9% | +46.1% | +72.8% | +92.0% |
| All | +118.9% | +47.0% | +71.9% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling